Senior Quantitative Developer

• Build and maintain production systems that implement financial risk methodologies and generate accurate, scalable risk scores.
• Work closely with Financial Engineering to translate risk methodologies into reliable production code, validate model outputs, diagnose scoring issues, and ensure model and classification changes can be deployed safely.
• Build, maintain, and optimize production Python code used to calculate financial risk scores.
• Translate quantitative and risk methodologies into reliable, repeatable, and scalable software.
• Work within an existing Django application using strong engineering practices including automated testing, CI, code review, and database migrations.
• Build automated reference-set and golden-data validation frameworks to verify scoring and classification changes before production deployment.
• Integrate validation checks into CI processes so model changes are tested before release.
• Investigate production scoring issues and determine whether the root cause is related to code, financial data, or methodology.
• Reproduce and troubleshoot customer-reported scoring or portfolio anomalies.
• Build diagnostic tooling that improves visibility into scoring and classification problems.
• Review and resolve straightforward financial-instrument classification issues while escalating complex or precedent-setting cases.
• Assess the blast radius of model and classification changes before deployment.
• Build safe, reversible migrations and backfills for financial data.
• Maintain tested rollback procedures and support staged deployment of large changes.
• Improve the performance and scalability of scoring systems as portfolio, account, and security volumes increase.